I don't think that is quite accurate. "Dare" is neutral but with heavier consequences, "brave" is positive, and "not afraid" is a lack of a feeling, which is different.
One difference is normally the motivation for the action. Dare implies nothing positive about WHY you did something. It is neutral in this. Perhaps you did it just for fun, or even to hurt someone else in some way. However, your motivation could also be positive, as in "She dared to ask questions." Perhaps she just wanted to learn.
Dare also implies that something very bad is much more likely to occur than the other statements (when used in this way), even to the point that the decision could be a mistake. You might be brave enough to cross the street, but he dared to run through traffic and was hit by a car.
If you are "brave enough" to ask questions, this implies a positive light upon you and why you performed an action. You asked questions for some positive purpose, or you conquered your fear, and now you are able to ask questions.
If you are "not afraid" it could mean you are brave, or perhaps you don't simply don't understand or don't care about the consequences. You can be "not afraid" simply due to ignorance or selfishness. Again, this is neutral, but focuses on the feeling (or lack of feeling) rather than the motivation.
I was brave enough to cross the minefield to help my wounded friend. (Correct)
I dared to cross the minefield to help my wounded friend.(Correct)
I was not afraid to cross the minefield to help my wounded friend.(Probably not correct. Almost anyone would at least feel fear in crossing a minefield. You mean you felt fear, but ignored or conquered it)
I'm brave enough to try to learn to swim. (Correct)
I dared to try to learn to swim.(Incorrect, unless you were really in danger somehow)
I was not afraid to try to learn to swim (Correct, learning to swim is not very dangerous)